标题: Treasury spot rate and YTM [打印本页] 作者: franzino 时间: 2011-7-13 16:40 标题: Treasury spot rate and YTM
What is the difference between a treasury spot rate and a treasury ytm. Ie, the YTM on a 3 year treasury is 12% but the 3 year spot rate is 12.377%?作者: Kiakaha 时间: 2011-7-13 16:40
Schweser notes were not very helpful in this subject, I think I might have to revert to the cfa texts